+209.4%
ADBE vs RACE
+647.6%
-438.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -5.8% |
| 7D | -8.6% | -2.5% | -6.1% | -7.4% |
| 30D | +2.8% | +0.8% | +2.0% | +2.4% |
| 3M | +3.1% | +17.2% | -14.0% | -4.8% |
| 6M | -2.4% | +13.6% | -16.0% | -9.4% |
| YTD | -23.9% | +12.2% | -36.1% | -29.3% |
| 1Y | -22.6% | -16.3% | -6.3% | -17.9% |
| 3Y | -52.7% | +36.4% | -89.1% | -63.0% |
| 5Y | -60.0% | +95.0% | -155.0% | -74.4% |
| 10Y | +157.3% | +813.2% | -655.9% | -7.8% |
| All | +209.4% | +647.6% | -438.2% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling